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| 1 | +C:\Users\thund\Source\Repos\stock-prediction-deep-neural-learning>python stock_prediction_deep_learning.py |
| 2 | +2020-07-11 15:14:38.086263: I tensorflow/stream_executor/platform/default/dso_loader.cc:44] Successfully opened dynamic library cudart64_100.dll |
| 3 | +Ticker: GOOG |
| 4 | +Start Date: 2004-08-01 |
| 5 | +Validation Date: 2004-08-01 |
| 6 | +Test Run Folder: GOOG_20200711_76c9683d2457682b0e2e918d8ef6670e |
| 7 | +End Date: 2020-07-11 |
| 8 | +[*********************100%***********************] 1 of 1 completed |
| 9 | +mean: [0.39079931] |
| 10 | +max 0.9999999999999999 |
| 11 | +min 0.0 |
| 12 | +Std dev: [0.2458499] |
| 13 | +plotting Data and Histogram |
| 14 | +2020-07-11 15:15:12.530187: I tensorflow/stream_executor/platform/default/dso_loader.cc:44] Successfully opened dynamic library nvcuda.dll |
| 15 | +2020-07-11 15:15:12.936931: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1618] Found device 0 with properties: |
| 16 | +name: GeForce GTX 960M major: 5 minor: 0 memoryClockRate(GHz): 1.176 |
| 17 | +pciBusID: 0000:01:00.0 |
| 18 | +2020-07-11 15:15:12.948995: I tensorflow/stream_executor/platform/default/dlopen_checker_stub.cc:25] GPU libraries are statically linked, skip dlopen check. |
| 19 | +2020-07-11 15:15:12.958452: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1746] Adding visible gpu devices: 0 |
| 20 | +2020-07-11 15:15:12.964247: I tensorflow/core/platform/cpu_feature_guard.cc:142] Your CPU supports instructions that this TensorFlow binary was not compiled to use: AVX2 |
| 21 | +2020-07-11 15:15:12.992841: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1618] Found device 0 with properties: |
| 22 | +name: GeForce GTX 960M major: 5 minor: 0 memoryClockRate(GHz): 1.176 |
| 23 | +pciBusID: 0000:01:00.0 |
| 24 | +2020-07-11 15:15:13.003648: I tensorflow/stream_executor/platform/default/dlopen_checker_stub.cc:25] GPU libraries are statically linked, skip dlopen check. |
| 25 | +2020-07-11 15:15:13.022473: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1746] Adding visible gpu devices: 0 |
| 26 | +2020-07-11 15:15:16.750405: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1159] Device interconnect StreamExecutor with strength 1 edge matrix: |
| 27 | +2020-07-11 15:15:16.758454: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1165] 0 |
| 28 | +2020-07-11 15:15:16.764449: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1178] 0: N |
| 29 | +2020-07-11 15:15:16.770361: I tensorflow/core/common_runtime/gpu/gpu_device.cc:1304] Created TensorFlow device (/job:localhost/replica:0/task:0/device:GPU:0 with 3040 MB memory) -> physical GPU (device: 0, name: GeForce GTX 960M, pci bus id: 0000:01:00.0, compute capability: 5.0) |
| 30 | +Model: "sequential" |
| 31 | +_________________________________________________________________ |
| 32 | +Layer (type) Output Shape Param # |
| 33 | +================================================================= |
| 34 | +lstm (LSTM) (None, 3, 100) 40800 |
| 35 | +_________________________________________________________________ |
| 36 | +dropout (Dropout) (None, 3, 100) 0 |
| 37 | +_________________________________________________________________ |
| 38 | +lstm_1 (LSTM) (None, 3, 50) 30200 |
| 39 | +_________________________________________________________________ |
| 40 | +dropout_1 (Dropout) (None, 3, 50) 0 |
| 41 | +_________________________________________________________________ |
| 42 | +lstm_2 (LSTM) (None, 3, 50) 20200 |
| 43 | +_________________________________________________________________ |
| 44 | +dropout_2 (Dropout) (None, 3, 50) 0 |
| 45 | +_________________________________________________________________ |
| 46 | +lstm_3 (LSTM) (None, 50) 20200 |
| 47 | +_________________________________________________________________ |
| 48 | +dropout_3 (Dropout) (None, 50) 0 |
| 49 | +_________________________________________________________________ |
| 50 | +dense (Dense) (None, 1) 51 |
| 51 | +================================================================= |
| 52 | +Total params: 111,451 |
| 53 | +Trainable params: 111,451 |
| 54 | +Non-trainable params: 0 |
| 55 | +_________________________________________________________________ |
| 56 | +Train on 3112 samples, validate on 886 samples |
| 57 | +Epoch 1/100 |
| 58 | +2020-07-11 15:15:34.557035: I tensorflow/stream_executor/platform/default/dso_loader.cc:44] Successfully opened dynamic library cublas64_100.dll |
| 59 | +3112/3112 [==============================] - 19s 6ms/sample - loss: 0.0451 - MSE: 0.0451 - val_loss: 0.0068 - val_MSE: 0.0068 |
| 60 | +Epoch 2/100 |
| 61 | +3112/3112 [==============================] - 4s 1ms/sample - loss: 0.0088 - MSE: 0.0088 - val_loss: 0.0045 - val_MSE: 0.0045 |
| 62 | +Epoch 3/100 |
| 63 | +3112/3112 [==============================] - 5s 1ms/sample - loss: 0.0062 - MSE: 0.0062 - val_loss: 0.0032 - val_MSE: 0.0032 |
| 64 | +Epoch 4/100 |
| 65 | +3112/3112 [==============================] - 5s 1ms/sample - loss: 0.0051 - MSE: 0.0051 - val_loss: 0.0015 - val_MSE: 0.0015 |
| 66 | +Epoch 5/100 |
| 67 | +3112/3112 [==============================] - 7s 2ms/sample - loss: 0.0045 - MSE: 0.0045 - val_loss: 0.0013 - val_MSE: 0.0013 |
| 68 | +Epoch 6/100 |
| 69 | +3112/3112 [==============================] - 5s 2ms/sample - loss: 0.0045 - MSE: 0.0045 - val_loss: 0.0013 - val_MSE: 0.0013 |
| 70 | +Epoch 7/100 |
| 71 | +3112/3112 [==============================] - 5s 2ms/sample - loss: 0.0045 - MSE: 0.0045 - val_loss: 0.0015 - val_MSE: 0.0015 |
| 72 | +Epoch 8/100 |
| 73 | +3112/3112 [==============================] - 5s 1ms/sample - loss: 0.0040 - MSE: 0.0040 - val_loss: 0.0015 - val_MSE: 0.0015 |
| 74 | +Epoch 9/100 |
| 75 | +3112/3112 [==============================] - 5s 1ms/sample - loss: 0.0039 - MSE: 0.0039 - val_loss: 0.0014 - val_MSE: 0.0014 |
| 76 | +Epoch 00009: early stopping |
| 77 | +saving weights |
| 78 | +plotting loss |
| 79 | +plotting MSE |
| 80 | +display the content of the model |
| 81 | +886/1 - 0s - loss: 0.0029 - MSE: 0.0014 |
| 82 | +loss : 0.0014113364930413916 |
| 83 | +MSE : 0.0014113366 |
| 84 | + |
| 85 | +plotting prediction results |
| 86 | +plotting predictions |
| 87 | +prediction is finished |
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